I-spline

I-spline

In the mathematical subfield of numerical analysis, an I-spline[1][2] is a monotone spline function.

An I-spline family of order three with four interior knots.

Definition

A family of I-spline functions of degree k with n free parameters is defined in terms of the M-splines Mi(x|k, t)

where L is the lower limit of the domain of the splines.

Since M-splines are non-negative, I-splines are monotonically non-decreasing.

Computation

Let j be the index such that tj  x < tj+1. Then Ii(x|k, t) is zero if i > j, and equals one if j  k + 1 > i. Otherwise,

Applications

I-splines can be used as basis splines for regression analysis and data transformation when monotonicity is desired (constraining the regression coefficients to be non-negative for a non-decreasing fit, and non-positive for a non-increasing fit).


References

  1. Curry, H.B.; Schoenberg, I.J. (1966). "On Polya frequency functions. IV. The fundamental spline functions and their limits". Journal d'Analyse Mathématique. 17: 71–107. doi:10.1007/BF02788653.
  2. Ramsay, J.O. (1988). "Monotone Regression Splines in Action". Statistical Science. 3 (4): 425–441. doi:10.1214/ss/1177012761. JSTOR 2245395.



Share this article:

This article uses material from the Wikipedia article I-spline, and is written by contributors. Text is available under a CC BY-SA 4.0 International License; additional terms may apply. Images, videos and audio are available under their respective licenses.